Correspondent banking is how money crosses borders. A bank that has no branch in a currency’s home country holds an account with one that does, and settles its customers’ payments through it.
The correspondent’s exposure is that it serves its respondent’s customers without knowing them. It sees a payment instruction, not an underlying relationship. Every control in this area — due diligence on the respondent, restrictions on nesting, insistence on complete payment data — exists to compensate for that structural blindness.